Covariance structure associated with an equality between two general ridge estimators
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DOI: 10.1007/s00362-017-0975-8
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References listed on IDEAS
- Markiewicz, Augustyn, 1996. "Characterization of general ridge estimators," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 145-148, April.
- Oskar Baksalary & Götz Trenkler, 2009. "A projector oriented approach to the best linear unbiased estimator," Statistical Papers, Springer, vol. 50(4), pages 721-733, August.
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Keywords
Best linear unbiased estimator; Gauss–Markov model; Least squares estimator; Perturbation approach;All these keywords.
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